Page 1 of 1

what is Gamma trading

Posted: October 18th, 2009, 6:25 pm
by LucasMike
Could somebody please explain what gamma trading is? I have read it is basically delta hedging on options close to expiry - but not sure if that is correct. What directional bet are you making when trading gamma?

what is Gamma trading

Posted: October 19th, 2009, 6:14 am
by Adoniz
Gamma trading is concerned with adjusting your net delta after an asset change has occured.PS.Check....http://www.wilmott.com/messageview.cfm? ... adid=44301